Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of Filing of a Proposed Rule Change To Amend BATS Rule 11.8, Entitled “Obligations of Market Makers”, 58460-58462 [2010-23955]
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58460
Federal Register / Vol. 75, No. 185 / Friday, September 24, 2010 / Notices
simultaneously against all such
liquidity within the limit price of the
order that is revealed on the initial
market evaluation, thereby increasing
the probability that a large order placed
in the Facility will achieve a complete
and timely fill. The proposed rule
change will thereby contribute to
perfecting the mechanism of a free and
open market and a national market
system and is also consistent with the
protection of investors and the public
interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period
up to 90 days (i) as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or (ii) as to which
the self-regulatory organization
consents, the Commission will:
(A) By order approve or disapprove
the proposed rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
IV. Solicitation of Comments
srobinson on DSKHWCL6B1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NYSE–2010–67 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
16:12 Sep 23, 2010
Jkt 220001
(‘‘Act’’) 1 and Rule 19b-4 thereunder,2
notice is hereby given that on
September 17, 2010, BATS Exchange,
Inc. (‘‘BATS’’ or the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.5
Florence E. Harmon,
Deputy Secretary.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[FR Doc. 2010–23924 Filed 9–23–10; 8:45 am]
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
VerDate Mar<15>2010
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–NYSE–2010–67. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official
business days between the hours of 10
a.m. and 3 p.m. Copies of such filing
also will be available for inspection and
copying at the principal office of the
Exchange. All comments received will
be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–NYSE–
2010–67 and should be submitted on or
before October 15, 2010.
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62945; File No. SR–BATS–
2010–025]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Filing of a
Proposed Rule Change To Amend
BATS Rule 11.8, Entitled ‘‘Obligations
of Market Makers’’
September 20, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing to amend
BATS Rule 11.8, which relates to the
obligations of market makers registered
with BATS (‘‘Market Makers’’).
The text of the proposed rule change
is available at the Exchange’s Web site
at https://www.batstrading.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant parts of such
statements.
1. Purpose
The Exchange proposes to adopt rules
to enhance minimum quotation
requirements for market makers. Under
the proposal, the Exchange will require
market makers for each stock in which
they are registered to continuously
maintain a two-sided quotation within a
designated percentage of the National
Best Bid (‘‘NBB’’) and National Best
Offer (‘‘NBO’’) (or, if there is no NBB or
NBO, the last reported sale). These
enhanced market maker quotation
requirements are intended to eliminate
trade executions against market maker
placeholder quotations traditionally
priced far away from the inside market,
commonly known as ‘‘stub quotes.’’
1 15
5 17
PO 00000
CFR 200.30–3(a)(12).
Frm 00114
Fmt 4703
2 17
Sfmt 4703
E:\FR\FM\24SEN1.SGM
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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srobinson on DSKHWCL6B1PROD with NOTICES
Federal Register / Vol. 75, No. 185 / Friday, September 24, 2010 / Notices
They are also intended to augment and
work in relation to the single stock
pause standards already in place on a
pilot basis for stocks in the S&P
500 reg; Index,3 the Russell 1000®
Index, as well as a pilot list of Exchange
Traded Products.4
Under the proposal, the Exchange will
require registered market makers to
enter and maintain quotes priced at no
more than a certain percentage away
from the national inside bid and offer.
Permissible quotes are determined by
the individual character of the security,
the time of day in which the quote is
entered, and other factors which are
summarized below.
For issues subject to an individual
stock trading pause, a permissible quote
is determined by first looking at the
applicable individual stock pause
trigger percentage of the security and
then reducing that number by 2%. Since
currently the individual stock pause
trigger percentage utilized by the
primary listing markets is 10%, a market
maker’s quote in a such a security may
not be more than 8% away from the
NBBO as appropriate. Once a compliant
quote is entered, it may rest without
adjustment until such time as it moves
to within 1⁄2 of 1% of the applicable
stock pause trigger percentage (i.e.,
currently 9.5%) whereupon the market
maker must immediately move its quote
back to at least the permissible default
level of 8% away from the NBBO.
During times in which a stock pause
trigger percentage is not applicable
(e.g., before 9:45 a.m. and after 3:35
p.m.), a market maker must maintain a
quote no further than 20% away from
the inside (i.e., it may rest without
adjustment until it reaches 21.5%). In
the absence of a NBB or NBO, the above
calculations will remain the same, but
will use the national last sale instead of
the absent bid or offer.
For securities not subject to any
individual stock trading pause, the
proposal will a assume a hypothetical
32% stock pause trigger percentage,
apply a 2% reduction, and require
market makers in those issues to
maintain quotes no more than 30%
away from the NBBO. Like securities
subject to stock trading pauses, once a
compliant quote is entered, it may rest
without adjustment until such time as it
moves to within 1⁄2 of 1% of its
applicable pause trigger percentage
(31.5%) whereupon the market maker
must immediately move its quote back
3 See
Exchange Act Release No. 62340 (June 21,
2010), 75 FR 36768 (June 28, 2010) (SR–BATS–
2010–014).
4 See Securities Exchange Act Release No. 62884
(September 10, 2010), 75 FR 56618 (September 16,
2010) (SR–BATS–2010–018).
VerDate Mar<15>2010
16:12 Sep 23, 2010
Jkt 220001
to at least the permissible default level
of 30%. These requirements shall apply
to Regulation NMS securities during
normal market hours.
Nothing in the above precludes a
market maker from voluntarily quoting
at price levels that are closer to the
NBBO than required under the proposal.
The Exchange proposes to offer
optional functionality to Exchange
Market Makers to assist such Market
Makers with the quotation obligations
proposed by this filing.5 Specifically, at
9:00 a.m. Eastern Time, the Exchange
will extract information submitted by
the Market Maker that provides specific
quote instructions for the Exchange to
enter a quote on the Market Maker’s
behalf consistent with proposed
paragraph (d). The Exchange proposes
to enter the initial bid and offer at the
Designated Percentage and to cancel and
replace the bid or offer if it drifts away
from the NBBO to the Defined Limit or
away from the Designated Percentage
towards the NBBO by a number of
percentage points determined by the
Exchange. The Exchange will determine
and publish this percentage in a circular
distributed to Members from time to
time; the Exchange wishes to retain this
flexibility in the event it wishes to
modify the number periodically in the
future, for instance, to mitigate the
amount of quotation information
resulting from Exchange generated
Market Maker quotes. If a bid or offer
entered pursuant to proposed paragraph
(e) is executed, the Exchange will reenter a new bid or offer on behalf of a
Market Maker. Bids and offers entered
by the Exchange consistent with
proposed paragraph (e) to replace a
cancelled or executed quotation will be
entered at the Designated Percentage
away from the NBBO. Such orders will
be posted by the Exchange as BATS
Only Orders,6 and will be maintained
on the Exchange during Regular Trading
Hours7 unless cancelled by the Market
Maker pursuant to the Exchange’s Rules.
In the event a Market Maker cancels the
quotations entered by the Exchange in
accordance with proposed paragraph
(e), such Market Maker remains
responsible for compliance with the
requirements of paragraph (d).
In order to adopt the above-described
market maker quotation obligations, the
Exchange proposes to modify Rule
11.18(a)(1), which currently contains a
two-sided quotation obligation, to cross5 See e-mail from Anders Franzon, Associate
General Counsel, BATS, to David Liu, Senior
Special Counsel, and Andrew Madar, Special
Counsel, Commission, dated September 17, 2010.
6 As defined in Rule 11.9(c)(4).
7 Defined in Rule 1.5(w) as 9:30 a.m. to 4 p.m.
Eastern Time.
PO 00000
Frm 00115
Fmt 4703
Sfmt 4703
58461
reference the above-described market
maker quotation obligations in new
paragraph (d). In addition, because
proposed paragraph (d) makes clear that
the obligations of that paragraph apply
during Regular Trading Hours, the
Exchange proposes to delete paragraph
(b) of current Rule 11.8 related to when
the current quoting obligations apply.
Finally, the Exchange proposes deletion
of current Rule 11.8(e), related to
temporary withdrawal, because
Exchange Rule 11.5(d) already provides
a Market Maker with the ability to
withdraw his or her status as a Market
Maker and Rule 11.7(b) already provides
a Market Maker with the ability to
terminate his or her registration in a
security. The Exchange believes that
these mechanisms are sufficient for a
Market Maker to withdraw or terminate
its registration in a security or as a
Market Maker without the need for an
additional provision related to
withdrawal.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with the
requirements of the Act and the rules
and regulations thereunder that are
applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6(b) of the Act.8
In particular, the proposed change is
consistent with Section 6(b)(5) of the
Act,9 because it would promote just and
equitable principles of trade, remove
impediments to, and perfect the
mechanism of, a free and open market
and a national market system, and, in
general, protect investors and the public
interest. The proposed rule change is
also designed to support the principles
of Section 11A(a)(1)10 of the Act in that
it seeks to assure fair competition
among brokers and dealers and among
exchange markets. The Exchange
believes that the proposed rule meets
these requirements in that it promotes
uniformity across markets concerning
minimum market maker quotation
requirements. The Exchange believes
that the proposed optional functionality
to assist Exchange Market Makers in
maintaining continuous, two-sided limit
orders in the securities in which they
are registered will encourage Market
Makers to remain registered with and
trade on the Exchange, thus providing
valuable liquidity to the Exchange; at
the same time, the Exchange believes
that the proposed functionality will
keep Exchange generated quotations
within reasonable reach of the NBBO
8 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
10 15 U.S.C. 78k–1(a)(1).
9 15
E:\FR\FM\24SEN1.SGM
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58462
Federal Register / Vol. 75, No. 185 / Friday, September 24, 2010 / Notices
and that the elimination of ‘‘stub quotes’’
is important for the protection of
investors and the public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change imposes any
burden on competition.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for inspection and copying in
the Commission’s Public Reference
Room, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of such filing also will be
available for inspection and copying at
the principal office of the Exchange. All
comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make publicly available. All
submissions should refer to File
Number SR–BATS–2010–025 and
should be submitted on or before
October 15, 2010.
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period
up to 90 days (i) as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or (ii) as to which
the self-regulatory organization
consents, the Commission will:
(A) By order approve or disapprove
the proposed rule change, or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Florence E. Harmon,
Deputy Secretary.
IV. Solicitation of Comments
[FR Doc. 2010–23955 Filed 9–23–10; 8:45 am]
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
BILLING CODE 8010–01–P
Electronic Comments
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing of a
Proposed Rule Change Amending
NYSE Arca Equities Rule 7.23 To
Adopt Pricing Obligations for ETP
Holders Who Are Registered as Market
Makers
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–BATS–2010–025 on the
subject line.
srobinson on DSKHWCL6B1PROD with NOTICES
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
Station Place, 100 F Street, NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–BATS–2010–025. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet website (https://www.sec.gov/
VerDate Mar<15>2010
16:12 Sep 23, 2010
Jkt 220001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62946; File No. SR–
NYSEArca–2010–83]
September 20, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on
September 17, 2010, NYSE Arca, Inc.
(‘‘NYSE Arca’’ or the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the Exchange. The
Commission is publishing this notice to
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00116
Fmt 4703
Sfmt 4703
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
NYSE Arca Equities Rule 7.23 to adopt
pricing obligations for ETP Holders who
are registered as Market Makers. The
text of the proposed rule change is
available at the Exchange, the
Commission’s Public Reference Room,
and https://www.nyse.com.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
NYSE Arca Equities Rule 7.23 to adopt
pricing obligations for Market Makers.
Under the proposal, the Exchange will
require Market Makers to continuously
maintain two-sided Q Order trading
interest within a Designated
Percentage 3 from the National Best Bid
and National Best Offer (‘‘NBBO’’) for
each security in which they are
registered. These pricing obligations are
intended to eliminate trade executions
against Market Maker placeholder Q
Orders traditionally priced far away
from the inside market, commonly
known as ‘‘stub quotes.’’ They are also
intended to augment and work in
conjunction with Trading Pauses in
individual securities due to
extraordinary market volatility, which
are already in place on a pilot basis for
stocks in the S&P 500® Index and the
Russell 1000® Index, under Exchange
Rule 7.11.4
3 The term Designated Percentage is defined in
proposed Rule 7.23(a)(1)(B)(iii).
4 See Securities Exchange Act Release No. 62252
(June 10, 2010), 75 FR 34186 (June 16, 2010) (SR–
NYSEArca–2010–41). See also Securities Exchange
Act Release No. 62884 (September 10, 2010), 75 FR
56618 (September 16, 2010) (SR–NYSEArca–2010–
61). See also Rule 7.11.
E:\FR\FM\24SEN1.SGM
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Agencies
[Federal Register Volume 75, Number 185 (Friday, September 24, 2010)]
[Notices]
[Pages 58460-58462]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-23955]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62945; File No. SR-BATS-2010-025]
Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of
Filing of a Proposed Rule Change To Amend BATS Rule 11.8, Entitled
``Obligations of Market Makers''
September 20, 2010.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on September 17, 2010, BATS Exchange, Inc. (``BATS'' or the
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is proposing to amend BATS Rule 11.8, which relates to
the obligations of market makers registered with BATS (``Market
Makers'').
The text of the proposed rule change is available at the Exchange's
Web site at https://www.batstrading.com, at the principal office of the
Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to adopt rules to enhance minimum quotation
requirements for market makers. Under the proposal, the Exchange will
require market makers for each stock in which they are registered to
continuously maintain a two-sided quotation within a designated
percentage of the National Best Bid (``NBB'') and National Best Offer
(``NBO'') (or, if there is no NBB or NBO, the last reported sale).
These enhanced market maker quotation requirements are intended to
eliminate trade executions against market maker placeholder quotations
traditionally priced far away from the inside market, commonly known as
``stub quotes.''
[[Page 58461]]
They are also intended to augment and work in relation to the single
stock pause standards already in place on a pilot basis for stocks in
the S&P 500\[reg]\ Index,\3\ the Russell 1000[reg] Index, as well as a
pilot list of Exchange Traded Products.\4\
---------------------------------------------------------------------------
\3\ See Exchange Act Release No. 62340 (June 21, 2010), 75 FR
36768 (June 28, 2010) (SR-BATS-2010-014).
\4\ See Securities Exchange Act Release No. 62884 (September 10,
2010), 75 FR 56618 (September 16, 2010) (SR-BATS-2010-018).
---------------------------------------------------------------------------
Under the proposal, the Exchange will require registered market
makers to enter and maintain quotes priced at no more than a certain
percentage away from the national inside bid and offer. Permissible
quotes are determined by the individual character of the security, the
time of day in which the quote is entered, and other factors which are
summarized below.
For issues subject to an individual stock trading pause, a
permissible quote is determined by first looking at the applicable
individual stock pause trigger percentage of the security and then
reducing that number by 2%. Since currently the individual stock pause
trigger percentage utilized by the primary listing markets is 10%, a
market maker's quote in a such a security may not be more than 8% away
from the NBBO as appropriate. Once a compliant quote is entered, it may
rest without adjustment until such time as it moves to within \1/2\ of
1% of the applicable stock pause trigger percentage (i.e., currently
9.5%) whereupon the market maker must immediately move its quote back
to at least the permissible default level of 8% away from the NBBO.
During times in which a stock pause trigger percentage is not
applicable (e.g., before 9:45 a.m. and after 3:35 p.m.), a market maker
must maintain a quote no further than 20% away from the inside (i.e.,
it may rest without adjustment until it reaches 21.5%). In the absence
of a NBB or NBO, the above calculations will remain the same, but will
use the national last sale instead of the absent bid or offer.
For securities not subject to any individual stock trading pause,
the proposal will a assume a hypothetical 32% stock pause trigger
percentage, apply a 2% reduction, and require market makers in those
issues to maintain quotes no more than 30% away from the NBBO. Like
securities subject to stock trading pauses, once a compliant quote is
entered, it may rest without adjustment until such time as it moves to
within \1/2\ of 1% of its applicable pause trigger percentage (31.5%)
whereupon the market maker must immediately move its quote back to at
least the permissible default level of 30%. These requirements shall
apply to Regulation NMS securities during normal market hours.
Nothing in the above precludes a market maker from voluntarily
quoting at price levels that are closer to the NBBO than required under
the proposal.
The Exchange proposes to offer optional functionality to Exchange
Market Makers to assist such Market Makers with the quotation
obligations proposed by this filing.\5\ Specifically, at 9:00 a.m.
Eastern Time, the Exchange will extract information submitted by the
Market Maker that provides specific quote instructions for the Exchange
to enter a quote on the Market Maker's behalf consistent with proposed
paragraph (d). The Exchange proposes to enter the initial bid and offer
at the Designated Percentage and to cancel and replace the bid or offer
if it drifts away from the NBBO to the Defined Limit or away from the
Designated Percentage towards the NBBO by a number of percentage points
determined by the Exchange. The Exchange will determine and publish
this percentage in a circular distributed to Members from time to time;
the Exchange wishes to retain this flexibility in the event it wishes
to modify the number periodically in the future, for instance, to
mitigate the amount of quotation information resulting from Exchange
generated Market Maker quotes. If a bid or offer entered pursuant to
proposed paragraph (e) is executed, the Exchange will re-enter a new
bid or offer on behalf of a Market Maker. Bids and offers entered by
the Exchange consistent with proposed paragraph (e) to replace a
cancelled or executed quotation will be entered at the Designated
Percentage away from the NBBO. Such orders will be posted by the
Exchange as BATS Only Orders,\6\ and will be maintained on the Exchange
during Regular Trading Hours\7\ unless cancelled by the Market Maker
pursuant to the Exchange's Rules. In the event a Market Maker cancels
the quotations entered by the Exchange in accordance with proposed
paragraph (e), such Market Maker remains responsible for compliance
with the requirements of paragraph (d).
---------------------------------------------------------------------------
\5\ See e-mail from Anders Franzon, Associate General Counsel,
BATS, to David Liu, Senior Special Counsel, and Andrew Madar,
Special Counsel, Commission, dated September 17, 2010.
\6\ As defined in Rule 11.9(c)(4).
\7\ Defined in Rule 1.5(w) as 9:30 a.m. to 4 p.m. Eastern Time.
---------------------------------------------------------------------------
In order to adopt the above-described market maker quotation
obligations, the Exchange proposes to modify Rule 11.18(a)(1), which
currently contains a two-sided quotation obligation, to cross-reference
the above-described market maker quotation obligations in new paragraph
(d). In addition, because proposed paragraph (d) makes clear that the
obligations of that paragraph apply during Regular Trading Hours, the
Exchange proposes to delete paragraph (b) of current Rule 11.8 related
to when the current quoting obligations apply. Finally, the Exchange
proposes deletion of current Rule 11.8(e), related to temporary
withdrawal, because Exchange Rule 11.5(d) already provides a Market
Maker with the ability to withdraw his or her status as a Market Maker
and Rule 11.7(b) already provides a Market Maker with the ability to
terminate his or her registration in a security. The Exchange believes
that these mechanisms are sufficient for a Market Maker to withdraw or
terminate its registration in a security or as a Market Maker without
the need for an additional provision related to withdrawal.
2. Statutory Basis
The Exchange believes that its proposal is consistent with the
requirements of the Act and the rules and regulations thereunder that
are applicable to a national securities exchange, and, in particular,
with the requirements of Section 6(b) of the Act.\8\ In particular, the
proposed change is consistent with Section 6(b)(5) of the Act,\9\
because it would promote just and equitable principles of trade, remove
impediments to, and perfect the mechanism of, a free and open market
and a national market system, and, in general, protect investors and
the public interest. The proposed rule change is also designed to
support the principles of Section 11A(a)(1)\10\ of the Act in that it
seeks to assure fair competition among brokers and dealers and among
exchange markets. The Exchange believes that the proposed rule meets
these requirements in that it promotes uniformity across markets
concerning minimum market maker quotation requirements. The Exchange
believes that the proposed optional functionality to assist Exchange
Market Makers in maintaining continuous, two-sided limit orders in the
securities in which they are registered will encourage Market Makers to
remain registered with and trade on the Exchange, thus providing
valuable liquidity to the Exchange; at the same time, the Exchange
believes that the proposed functionality will keep Exchange generated
quotations within reasonable reach of the NBBO
[[Page 58462]]
and that the elimination of ``stub quotes'' is important for the
protection of investors and the public interest.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(5).
\10\ 15 U.S.C. 78k-1(a)(1).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change imposes
any burden on competition.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has neither solicited nor received written comments on
the proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of publication of this notice in the
Federal Register or within such longer period up to 90 days (i) as the
Commission may designate if it finds such longer period to be
appropriate and publishes its reasons for so finding or (ii) as to
which the self-regulatory organization consents, the Commission will:
(A) By order approve or disapprove the proposed rule change, or
(B) Institute proceedings to determine whether the proposed rule
change should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-BATS-2010-025 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, Station Place, 100 F
Street, NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-BATS-2010-025. This file
number should be included on the subject line if e-mail is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet website (https://www.sec.gov/rules/sro.shtml).
Copies of the submission, all subsequent amendments, all written
statements with respect to the proposed rule change that are filed with
the Commission, and all written communications relating to the proposed
rule change between the Commission and any person, other than those
that may be withheld from the public in accordance with the provisions
of 5 U.S.C. 552, will be available for inspection and copying in the
Commission's Public Reference Room, 100 F Street, NE., Washington, DC
20549, on official business days between the hours of 10 a.m. and 3
p.m. Copies of such filing also will be available for inspection and
copying at the principal office of the Exchange. All comments received
will be posted without change; the Commission does not edit personal
identifying information from submissions. You should submit only
information that you wish to make publicly available. All submissions
should refer to File Number SR-BATS-2010-025 and should be submitted on
or before October 15, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\11\
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\11\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-23955 Filed 9-23-10; 8:45 am]
BILLING CODE 8010-01-P